What's the cause Ford Fusion 1.4 TDCI diesel

Ater travelling a little distance the coolant temp. rises according to dash. When I stop car continues as normal! I have had the system checked - no loss of coolant - engine does not suffer from overheating.
What could be giving this false reading?
One garage told me I do not have a coolant temp. sensor. Is this true?
Any help would be appreciated.
It is a 2003/2004 model